Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.686 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 51497.9 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48299.14 Kr¶

PnL: ---------------------------------------> -788.43 Kr¶

DD now: ---------------------------------> -0.86 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 09:01:17.429001'

Anic Portfolio¶

Today¶

Return: -0.273 %¶

This Week¶

Return: 8.354 %¶

Total¶

Return: 68.591 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.420000 3375.000000 195.000000 6.130000 3180.000006
HMS Networks 2 0.050000 778.800000 105.800000 15.720000 673.000000
Nordea Bank Abp 29 0.180000 3538.000000 84.000000 2.430000 3453.999992
HEBA B 70 0.790000 2695.000000 59.000000 2.240000 2636.000010
SAAB B 8 0.230000 3424.800000 47.800000 1.420000 3377.000000
MedCap 2 0.000000 463.000000 42.000000 9.980000 421.000000
Swedbank A 3 0.750000 605.700000 41.700000 7.390000 564.000000
Resurs Holding 22 0.430000 614.020000 40.020000 6.970000 573.999998
AcadeMedia 12 0.000000 591.360000 34.360000 6.170000 557.000004
Norva24 Group 16 0.000000 576.000000 33.000000 6.080000 543.000000
Samhällsbyggnadsbo. i Norden B 20 2.050000 387.700000 32.700000 9.210000 355.000000
Fasadgruppen Group 38 0.000000 4164.800000 23.800000 0.570000 4140.999992
Intrum 4 0.930000 544.400000 17.400000 3.300000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 573.300000 11.300000 2.010000 562.000005
Eastnine 4 0.000000 500.800000 9.800000 2.000000 491.000000
OEM International B 7 -0.900000 537.600000 9.600000 1.820000 527.999997
Coor Service Management Hold. 8 0.070000 534.400000 2.400000 0.450000 532.000000
Securitas B 6 0.020000 572.160000 2.160000 0.380000 570.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.000000 247.200000 1.200000 0.490000 246.000000
Karnov Group 9 -0.670000 536.400000 0.400000 0.070000 536.000004
Handelsbanken A 5 -0.320000 542.500000 -3.500000 -0.640000 546.000000
Midsona B 63 0.000000 575.190000 -7.810000 -1.340000 582.999984
Boozt 12 0.880000 1645.200000 -8.800000 -0.530000 1653.999996
Corem Property Group B 59 0.680000 567.580000 -9.420000 -1.630000 576.999999
Sampo Oyj SDB 7 0.000000 3822.000000 -28.000000 -0.730000 3850.000000
International Petroleum Corp. 5 0.360000 564.500000 -30.070000 -5.060000 594.565215
Essity B 2 -0.290000 543.800000 -30.200000 -5.260000 574.000000
CTEK 13 0.000000 499.850000 -34.150000 -6.400000 533.999999
Vivesto 1368 0.000000 560.880000 -52.120000 -8.500000 612.999432
Essity A 4 0.000000 1092.000000 -57.000000 -4.960000 1149.000000
Beijer Electronics Group 27 0.000000 3002.400000 -81.600000 -2.650000 3083.999994
OX2 22 0.310000 1775.400000 -213.600000 -10.740000 1989.000002
Axfood 15 -4.050000 3870.000000 -430.000000 -10.000000 4300.000005
Ovzon 64 0.000000 3398.400000 -597.600000 -14.950000 3996.000000
TOTAL 48299.140000 -788.430000 -0.85953% 49087.564636

Updated:¶

'2023-02-01 09:01:30.493343'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶